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Choosing Intel MKL BLAS when compiling R

Jonathan:

Compiling R, and linking to Intel MKL, is quite simple, as long as you are using a recent version of MKL.  Intel has a MKL Link Advisor at

http://software.intel.com/en-us/articles/intel-mkl-link-line-advisor/

Choose the linking model you want, and then use the --with-blas option on configure.  For example, on my Mac, to link dynamically with the parallel version (which can be controlled with environment variables), I use the following:

'--with-blas=-L$(MKLROOT)/lib -lmkl_rt -lpthread -liomp5'

I compiled R 2.14.0 this morning with this option, and it seems to work fine.  I'm not sure what Dirk was referencing about how MKL is no longer compatible with R.  If there is an issue, it would be good to know about it.  Perhaps he can point us to the page in the documentation where this is mentioned.

I hope this helps.

Michael
On Nov 1, 2011, at 7:59 PM, <r-sig-hpc-request at r-project.org> <r-sig-hpc-request at r-project.org> wrote:
-------------------------------------------
Michael Braun
Associate Professor of Management Science (Marketing Group)
MIT Sloan School of Management
100 Main St.., E62-535
Cambridge, MA 02139
braunm at mit.edu
617-253-3436




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